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تسجيل مستخدم جديدLarge deviations principles of Non-Freidlin-Wentzell type
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Jaykov Foukzon
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Generalized Large deviation principles was developed for Colombeau-Ito SDE with a random coefficients. We is significantly expand the classical theory of large deviations for randomly perturbed dynamical systems developed by Freidlin and Wentzell.Using SLDP approach, jumps phenomena, in financial markets, also is considered. Jumps phenomena, in financial markets is explained from the first principles, without any reference to Poisson jump process. In contrast with a phenomenological approach we explain such jumps phenomena from the first principles, without any reference to Poisson jump process.
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